Data Products By Market: NYSE

NYSE Alerts

Product Price

Access Fee:$500

NYSE Alerts is a real-time data feed that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

  • Additional Details
    • NYSE Alerts

      Alerts is a real-time data feed service from NYSE. Messages include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications and Trading Collars.

      NYSE LRP

      A real-time feed that provides the Liquidity Replenishment Points (LRPs) for each issue traded on NYSE

NYSE BBO

The Real-Time NYSE BBO feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities.

NYSE Bonds

NYSE Bonds market data consists of three feeds: 1) NYSE Bonds Depth of Book--live and executable bid and offers displayed on the full order book, 2) NYSE Bonds BBO--realtime top of book, and 3) NYSE Bonds Trades--realtime last sale prices and sizes.

NYSE Global Index Feed

Product Price

Access Fee: $1000

The NYSE Global Index Feed (GIF) is the primary source of US real-time index and exchange-traded product valuations data from NYSE. GIF has been created to support advanced trading methodologies and dissemination frequency required for todays’ index and exchange-traded product calculations.

NYSE Integrated Feed

The new NYSE Integrated Feed provides a comprehensive order-by-order view of events in the NYSE equities markets. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.

NYSE OpenBook

NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus responding to customer demand for more depth-of-market data and raising the NYSE market to an even greater level of transparency. NYSE OpenBook is available via an electronic data feed or via market data vendor services. NYSE OpenBook is available directly from the NYSE via an electronic data feed or historical database and via most market data vendors.

  • Additional Details
    • NYSE BBO

      The Real-Time NYSE Quotes feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities as part of the NYSE OpenBook product offering. For no additional fees, customers of NYSE OpenBook can choose to receive the NYSE Best Quote directly from NYSE rather than through the Consolidated Quotation System (CQS). This means that firms will be provided a complete liquidity picture containing both depth of book and best market quote interest directly and more efficiently than ever before. The NYSE best market quote differs from top of book information in that it contains not only limit orders on the book but specialist and Floor broker interest that is not on the book.

      NYSE OpenBook Aggregated

      NYSE OpenBook Aggregated provides a 1-second snapshot view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The data is dynamically updated every 1-second all day between 7:30am and 4:30pm. The datafeed is available via SFTI multicast feed in PDP Binary Format.

      NYSE OpenBook Ultra

      NYSE OpenBook provides an order-by-order view of the limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The feed is active from 7:30am to 4:30pm, available as a SFTI multicast feed in PDP Binary Format.

      NYSE Order Imbalances

      The NYSE Order Imbalances datafeed is a separate datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.

NYSE Order Imbalance

Product Price

Access Fee:$500

The NYSE Order Imbalance data feed enhances the transparency of the NYSE market and improves the quality of opening and closing auctions. This product is a real-time publication of buy and sell imbalances sent at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalance feed is currently available to any NYSE OpenBook customer for no additional fee.

NYSE Real-Time Reference Prices

Product Price

Digital Media Enterprise Fee: $25,000/mo

NYSE Real-Time Reference Prices feed provides real-time last sale prices in NYSE-Traded Securities. This feed is designed for financial website portals so that there are no reporting requirements.

NYSE Trades

Product Price

Access Fee: $1,500

NYSE Real-time Price List

NYSE Trades feed is a real-time data feed providing the NYSE Last Sale for all NYSE-traded securities.

RussellTick ®

RussellTick is the real-time index feed for the Russell Index Family. RussellTick provides a direct source for the premium Russell US and global real-time indexes including the Russell 2000.

FHLMC Giant Collateral GNMA Report

FHLMC GIANT COLLATERAL REPORT GNMA

FNMA DISCOUNT MBS

FNMA DISCOUNT MBS

FNMA Fixed Rate Factor

FIXED RATE MORTGAGE (FRM) MBS Factors

FNMA Interest Only Disclosure

FNMA Interest Only Disclosure

FNMA Monthly Collateral Summary

FNMA Monthly Collateral Summary

GNMA Consolidated Daily Disclosure File

GNMA Consolidated Daily Disclosure File

GNMA HECM HMBS Disclosure File

GNMA HECM HMBS Disclosure File

GNMA ISSUER N&A

GNMA ISSUER N&A

NYSE ReTrac ProTrac EOD

At approximately 8:00PM each day, a file will be made available that contains a summary of the ReTrac activity during the day for each stock and identifies the volume of retail buy and sell shares executed on the NYSE. At approximately 8:00PM each day, there is also a file made available that includes a summary of all program trading activity for each stock and identified the amount that was executed for all index arbitrage program trades from that of all non-index arbitrage program trading.

  • Additional Details
    • NYSE ProTrac EOD Replay

      A replay of the program trading datafeed.

      NYSE ProTrac EOD Summary

      A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

      NYSE ReTrac EOD Replay

      A replay of the retail trading datafeed.

      NYSE ReTrac EOD Summary

      A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

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    • Daily TAQ

      Daily TAQ (Trade and Quote) provides users with FTP access to all trades and quotes for all issues traded on NYSE, Nasdaq, and Regionals for the previous trading day.

      • Additional Details
        • Daily NBBO File

          An addendum to the Daily Quotes file, indicating the National Best Bid and Offer

          Daily Quote and Trade Admin Message File

          All Limit-up/Limit-down Price Band messages published on the CTA and UTP trade and quote feeds. The LULD trial commenced on April 8, 2013.

          Daily Quotes File

          Every quote reported to the consolidated tape, from all CTA participants. Each quote identifies the time, exchange, security, bid/ask volumes, bid/ask prices, NBBO indicator, and more. See the specifications for the full list.

          Daily TAQ Master File

          Master list of securities for the trade and quote files

          Daily Trades File

          Every trade reported to the consolidated tape, from all CTA participants. Each trade identifies the time, exchange, security, volume, price, sale condition, and more. See the specifications for the full list.

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

          TAQ Admin Messages

          A capture of all Administrative messages published over CTA and UTP

      Monthly TAQ (Decommissioned on 12/31/2014)

      Monthly TAQ provides users with access to all trades and quotes for all stocks listed on NYSE, NYSE Arca, NYSE MKT, NASDAQ and all regional markets for the previous month.

      • Additional Details
        • Monthly TAQ (Trade and Quote Detail)

          Monthly TAQ provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for the previous month. This product includes a 32-bit Windows program for retrieving trades and quotes for specific days and ticker symbols. Academic Institutions can apply for a discount on only TAQ dataset.

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

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    • TAQ NYSE Alerts

      The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present

      TAQ NYSE Closing Prices

      The TAQ Closing Prices files are available at approximately 4:30pm each trading day and show the Open/High/Low/Last prices and Total Volume for all NYSE-listed, NYSE Alternext US-listed (NYSE MKT) and NYSE Arca listed issues as of the 4:00pm close. Issues are separated into files based on the listed exchange venue.

      TAQ NYSE OpenBook

      TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

      • Additional Details
        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

      TAQ NYSE Order Imbalance

      TAQ NYSE Order Imbalance provides information from the NYSE Order Imbalance Data feed. The NYSE Imbalance Data feed publishes opening and closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.

      TAQ NYSE Group Short Sales

      TAQ NYSE Group Short Sales is a monthly product containing a collection of the month's end of day replay files. The TAQ NYSE Short Sale files provide investors the ability to identify short sale behaviors at the NYSE by monitoring the short sale execution share volume for each stock.

      TAQ NYSE Trades

      The TAQ NYSE Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE-traded securities

Monthly ETP Market Quality & Trading Statistics Report

This report provides comprehensive market quality and trading statistics on all Exchange Traded Products (ETPs). The file is available on the 15th of every month with a two month lag. For example, January data is available on March 15th and February data is available on April 15th.

NYSE Broker Volume Database

The NYSE Broker Volume provides a summarized ranking of executed volume in each NYSE-traded security by entering (or introducing) member firm.

  • Additional Details
    • NYSE Broker Volume Web

      Web-based reports of aggregate volume executed by each entering (introducing) member firm. Reports are available Daily, Monthly, Quarterly and Semi-annually. Reports can be created for a given stock, index, industry sector or by member firm.

      NYSE Broker Volume XML

      XML-formatted database, delivered daily (9pm trade date). Contains aggregate volume executed by each participating member firm for each NYSE-traded security.

NYSE Broker Volume Web

Web-based reports of aggregate volume executed by each entering (introducing) member firm.

NYSE Volume Summary

Detailed breakdown of NYSE and NYSE MKT Trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc. THe National Market Volume Summary component file provides total trades, volume, and dollar volume by market center (exchange) in each NYSE-traded issue.

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

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    • Daily TAQ

      Daily TAQ (Trade and Quote) provides users with FTP access to all trades and quotes for all issues traded on NYSE, Nasdaq, and Regionals for the previous trading day.

      • Additional Details
        • Daily NBBO File

          An addendum to the Daily Quotes file, indicating the National Best Bid and Offer

          Daily Quote and Trade Admin Message File

          All Limit-up/Limit-down Price Band messages published on the CTA and UTP trade and quote feeds. The LULD trial commenced on April 8, 2013.

          Daily Quotes File

          Every quote reported to the consolidated tape, from all CTA participants. Each quote identifies the time, exchange, security, bid/ask volumes, bid/ask prices, NBBO indicator, and more. See the specifications for the full list.

          Daily TAQ Master File

          Master list of securities for the trade and quote files

          Daily Trades File

          Every trade reported to the consolidated tape, from all CTA participants. Each trade identifies the time, exchange, security, volume, price, sale condition, and more. See the specifications for the full list.

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

          TAQ Admin Messages

          A capture of all Administrative messages published over CTA and UTP

      Monthly TAQ (Decommissioned on 12/31/2014)

      Monthly TAQ provides users with access to all trades and quotes for all stocks listed on NYSE, NYSE Arca, NYSE MKT, NASDAQ and all regional markets for the previous month.

      • Additional Details
        • Monthly TAQ (Trade and Quote Detail)

          Monthly TAQ provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for the previous month. This product includes a 32-bit Windows program for retrieving trades and quotes for specific days and ticker symbols. Academic Institutions can apply for a discount on only TAQ dataset.

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

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    • TAQ NYSE Alerts

      The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present

      TAQ NYSE Closing Prices

      The TAQ Closing Prices files are available at approximately 4:30pm each trading day and show the Open/High/Low/Last prices and Total Volume for all NYSE-listed, NYSE Alternext US-listed (NYSE MKT) and NYSE Arca listed issues as of the 4:00pm close. Issues are separated into files based on the listed exchange venue.

      TAQ NYSE OpenBook

      TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

      • Additional Details
        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

      TAQ NYSE Order Imbalance

      TAQ NYSE Order Imbalance provides information from the NYSE Order Imbalance Data feed. The NYSE Imbalance Data feed publishes opening and closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.

      TAQ NYSE Group Short Sales

      TAQ NYSE Group Short Sales is a monthly product containing a collection of the month's end of day replay files. The TAQ NYSE Short Sale files provide investors the ability to identify short sale behaviors at the NYSE by monitoring the short sale execution share volume for each stock.

      TAQ NYSE Trades

      The TAQ NYSE Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE-traded securities

FHLMC ARM Factor File

This file contains selected data about Freddie Mac’s Adjustable Rate Mortgage (ARM) Participation Certificates (PC) programs.

FHLMC Breakout (Daily)

This file contains selected data about the composition of Freddie Mac’s newly issued mortgage Participation Certificates (PCs).

FHLMC Breakout (Monthly)

FHLMC Monthly Breakout File

FHLMC Fixed Rate Factor

This file contains selected data about Freddie Mac’s fixed-rate securities programs, which represent interests in fixed-rate 1-4 family residential mortgages (single-family) or fixed-rate 5 or more family residential mortgages (multifamily).

FHLMC GNMA SFA G Factor

FHLMC GNMA SFA G Factor

FHLMC Loan Level ARM (Daily)

This file contains selected ARM loan-level data about the composition of Freddie Mac’s newly issued mortgage Participation Certificates (PCs).

FHLMC Loan Level Fixed Rate (Daily)

This file contains selected fixed-rate loan-level data about the composition of Freddie Mac’s newly issued mortgage Participation Certificates (PCs).

FHLMC Monthly Fixed Rate Quartile

FHLMC Monthly Fixed Rate Quartile

FHLMC Multifamily Gold PC Factor

FHLMC Multi Fam Gold PC Factor

FHLMC Quarterly OID YTD

The file provides Original Issue Discount (OID) information, which may be used by investors to complete the necessary tax filings for their Freddie Mac REMIC investments.

FHLMC REMIC Factors

FHLMC REMIC Factors

FHLMC Strip Factors

FHLMC Strip Factors

FHLMC WHFIT Tax Disclosure Data

FHLMC WHFIT Tax Disclosure

FHMLC Loan Level ARM (Monthly)

This file contains selected ARM loan-level data about the composition of Freddie Mac’s mortgage Participation Certificates (PCs) which represent interests in 1-4 family residential mortgages (single-family) or 5 or more family residential mortgages (multifamily).

FNMA Quarterly OID YTD Factor

FNMA Quarterly OID YTD Factor

FNMA Quarterly OID YTD Type

FNMA Quarterly OID YTD Type

GNMA Consolidated Monthly Disclosure File

GNMA Consolidated Monthly Disclosure File

GNMA Daily Consolidated Disclosure V1

GNMA Daily Consolidated Disclosure V1

GNMA Daily HECM Disclosure File

GNMA Daily HECM Disclosure File

GNMA HECM New Issues

GNMA HECM New Issues

GNMA MBS Loan Level Daily New Issuance Disclosure

GNMA MBS Loan Level Daily New Issuance Disclosure

GNMA MBS Loan Level Monthly New Issuance Disclosure

GNMA MBS Loan Level Monthly New Issuance Disclosure

GNMA MBS Monthly Loan Level, Ginnie I

GNMA MBS Monthly Loan Level, Ginnie I

GNMA MBS Monthly Loan Level, Ginnie II

GNMA MBS Monthly Loan Level, Ginnie II

Intellidex Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for Intellidex Indices.

NYSE & NYSE MKT Events Summary

The Events Summary provides a consolidated view of daily corporate events happening on the NYSE and NYSE MKT platforms on the current Trading Day.

NYSE & NYSE MKT Listings Notices

The Listings Notices contains full details about upcoming new listings and delistings on NYSE and NYSE MKT including Company Symbol, Name Description, type of listings and any additional notes. E-mails are sent daily and intra-day.

NYSE Alerts

Product Price

Access Fee:$500

NYSE Alerts is a real-time data feed that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

  • Additional Details
    • NYSE Alerts

      Alerts is a real-time data feed service from NYSE. Messages include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications and Trading Collars.

      NYSE LRP

      A real-time feed that provides the Liquidity Replenishment Points (LRPs) for each issue traded on NYSE

NYSE Bloomberg Index Weightings

NYSE Bloomberg Index Weightings

NYSE Bond Master

Product Price

Direct Access Fee:$25

NYSE Bond Master contains daily end-of-the day data which includes a list of all NYSE Bonds and their attributes as of current day's trading.

NYSE Equity Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Equity Indices. The NYSE wered Indices consist of a new platform to deliver the third-party branded indices calculated by the NYSE Global Index Group.

NYSE Fixed Income Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Fixed Income Indices.

NYSE Floor Information

Product Price

Direct Access Fee:$100

NYSE Floor Information is a comprehensive dataset of NYSE Commission Billing, Clearing, Member Firms, and Floor Brokers. Daily files providing detailed floor information and locations of member's and member firms. A daily changes (Delta) file is also available for each product.

  • Additional Details
    • Member Firm Admin Info

      The NYSE Member Firm Admin Directory, provides the each member's firm mnemonic, clearing number, clearing alpha, and commission billing number. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      Member Firm Clearing Info

      Complete listing of NYSE Clearing Firms, and the numbers and mnemonics by which they are recognized. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      NYSE Broker Badge Directory

      The NYSE Broker Directory includes all NYSE Member's names, badge numbers, firm affiliation and booth location. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      NYSE Brokerage Firm Directory

      The NYSE Brokerage Firm Directory provides all Member Firms who serve as brokers and their respective booth locations. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

NYSE Group Corporate Actions

The Corporate Actions package is comprised of several reports providing over 60 different corporate actions types for all equities listed on NYSE Group (NYSE, NYSE MKT and NYSE Arca market centers), including but not limited to cash dividends, stock dividends, distributions, splits, new listings(IPOs), suspensions and delisitngs.

  • Additional Details
    • NYSE Group Corporate Actions

      The NYSE Group Corporate Actions reports provide corporate actions that are created by the NYSE Group Corporate Actions & Market Watch team. The intraday reports are provided throughout the day in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Additionally, start of day and end of day summary reports are available to clients that wish to receive a consolidated list of this information.

      NYSE Group Ex-Date Corporate Actions

      The NYSE Group Ex-Date Corporate Actions report distributes a complete listing of corporate actions (dividends, stock splits, spin-offs and so forth) where “ex-date” = T+2 (two trading days in advance). The file, created by the end of the day, is available in Text, Microsoft Excel and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP).

      NYSE Group InfoNotices

      InfoNotices about spin-offs and other new listings and corporate actions (mergers & acquisitions, name and symbol changes, tender offers, stock splits and so forth) are created by the NYSE Group Corporate Actions & Market Watch team. InfoNotices provide a window into the life of a corporate actions event and are distributed throughout the day in Text format and can be delivered by email, FTP, or downloaded from our website (HTTP).

      NYSE Group Proxy Meeting Notices

      Information about shareholder meetings and proxy rulings for NYSE Group listed companies is provided throughout the day in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Additionally, start of day and end of day summary reports are available to clients that wish to receive a consolidated list of the shareholder meeting and proxy ruling information provided throughout the day.

      NYSE Group Ticker Notices

      TickerNotices are a summary of timely NYSE Group new listings (IPOs, spin-offs, structured product listings and so forth) and corporate actions information such as stock splits, redemptions, suspension, name and symbol changes . TickerNotices are distributed intraday in Text and Microsoft Excel formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Start of day and end of day summary reports are available.

      NYSE Listing Applications

      Listing applications received by NYSE are delivered daily in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP).

NYSE Group Index Levels

Daily reports that provide detailed index daily and historical index values for NYSE Group indicies.

NYSE Group Index Membership

Product Price

Access Fee: $100

NYSE Group Index Membership provides the full constituent list and identifiers for NYSE U.S. Equity and Fixed Income indices.

NYSE Group Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Group Indices.

  • Additional Details
    • Arca & MKT Equity Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to NYSE Arca & MKT indices underlying components.

      Intellidex Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to Intellidex indices underlying components.

      Intellidex Index Weightings

      Daily reports that provide index composition and weights, including daily and historical index values for Intellidex indices.

      NYSE Arca & MKT Equity Index Weightings

      Daily reports that provide index composition and weights, including daily and historical index values for NYSE Arca Equity and NYSE MKT Equity indices.

      NYSE Equity Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to NYSE indices underlying components.

      NYSE Equity Index Weightings

      Daily files that carry NYSE Equity indices levels and reflect all changes to the indices underlying components.

      NYSE Fixed Income Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to NYSE Fixed Income indices underlying components.

      NYSE Fixed Income Index Weightings

      Daily reports that provide detailed index composition, including daily and historical index values for NYSE Fixed Income indices.

      StrataQuant Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to StrataQuant indices underlying components.

      StrataQuant Index Weightings

      Daily reports that provide detailed index composition and weights, including daily and historical index values for StrataQuant indices.

NYSE Group Index Weightings

  • Show Products
    • Intellidex Index Weightings

      Product Price

      Access Fee: $250

      Daily reports that provide index composition and weights, including daily and historical index values for Intellidex indices.

      NYSE Arca & MKT Equity Index Weightings

      Product Price

      Direct Access Fee: $750

      This product provides daily reports covering index composition and weights, which includes daily and historical index values for NYSE Equity indices

      NYSE Equity Index Weightings

      Product Price

      Direct Access Fee: $750

      This product provides daily reports covering index composition and weights, which includes daily and historical index values for NYSE Equity indices.

      NYSE Fixed Income Index Weightings

      Product Price

      Access Fee: $250

      This product provides detailed daily reports covering index composition, which includes daily and historical index values for NYSE Fixed Income indices.

      NYSE Group Index Weightings

      Product Price

      Direct Access Fee: $1500

      Daily reports that provide detailed index composition and weights, including daily and historical index values for NYSE Group indices.

      StrataQuant Index Weightings

      Product Price

      Access Fee: $250

      Daily reports that provide detailed index composition and weights, including daily and historical index values for StrataQuant indices.

NYSE Group Short Interest

Product Price

Direct Access Fee:$400

The NYSE Short Interest File is a semi-monthly file that contains the reported uncovered short positions of securities listed on NYSE, NYSE Arca and NYSE MKT.

NYSE Group Symbols Package

Product Price

Direct Access Fee:$25

Symbols and basic information -- company name, CUSIP and industry information -- for each NYSE Group-traded issue

NYSE Index Compositions

NYSE Index Compositions

NYSE Indices Wells Fargo

NYSE Indices Wells Fargo

NYSE Master File/Glossary

Product Price

Direct Access Fee:$100

The NYSE Master File/Glossary is available at approximately 5:30 am each trading day. The file contains Stock Master information, Symbol, Company Name, CUSIP Number, Trade Unit, Shares Outstanding, Authorized Shares, Index, Industry, Industry Code, ITS Issue, Ex Dividend, Ex Distribution, Ex Rights, 19C3 Indicator and Bankruptcy indicator for NYSE and NYSE MKT-listed equities.

NYSE OpenBook

NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus responding to customer demand for more depth-of-market data and raising the NYSE market to an even greater level of transparency. NYSE OpenBook is available via an electronic data feed or via market data vendor services. NYSE OpenBook is available directly from the NYSE via an electronic data feed or historical database and via most market data vendors.

  • Additional Details
    • NYSE BBO

      The Real-Time NYSE Quotes feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities as part of the NYSE OpenBook product offering. For no additional fees, customers of NYSE OpenBook can choose to receive the NYSE Best Quote directly from NYSE rather than through the Consolidated Quotation System (CQS). This means that firms will be provided a complete liquidity picture containing both depth of book and best market quote interest directly and more efficiently than ever before. The NYSE best market quote differs from top of book information in that it contains not only limit orders on the book but specialist and Floor broker interest that is not on the book.

      NYSE OpenBook Aggregated

      NYSE OpenBook Aggregated provides a 1-second snapshot view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The data is dynamically updated every 1-second all day between 7:30am and 4:30pm. The datafeed is available via SFTI multicast feed in PDP Binary Format.

      NYSE OpenBook Ultra

      NYSE OpenBook provides an order-by-order view of the limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The feed is active from 7:30am to 4:30pm, available as a SFTI multicast feed in PDP Binary Format.

      NYSE Order Imbalances

      The NYSE Order Imbalances datafeed is a separate datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.

NYSE Order Imbalance

Product Price

Access Fee:$500

The NYSE Order Imbalance data feed enhances the transparency of the NYSE market and improves the quality of opening and closing auctions. This product is a real-time publication of buy and sell imbalances sent at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalance feed is currently available to any NYSE OpenBook customer for no additional fee.

NYSE Powered Index Levels

Daily reports that provide detailed index daily and historical index values for NYSE Powered indices.

NYSE Powered Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Powered Indices. The NYSE Powered Indices consist of a new platform to deliver the third-party branded indices calculated by the NYSE Global Index Group.

NYSE Powered Index Weightings

Daily reports that provide detailed daily index composition and weights, including daily and historical index values for NYSE Powered indices.

Post and Panel File

Product Price

Direct Access Fee:$100

Post & Panel File contains Symbol, Company Name, CUSIP, Specialist information and the Post and Panel locations for all NYSE and NYSE MKT stocks.

StrataQuant Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for Strataquant Indices.

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

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    • Daily TAQ

      Daily TAQ (Trade and Quote) provides users with FTP access to all trades and quotes for all issues traded on NYSE, Nasdaq, and Regionals for the previous trading day.

      • Additional Details
        • Daily NBBO File

          An addendum to the Daily Quotes file, indicating the National Best Bid and Offer

          Daily Quote and Trade Admin Message File

          All Limit-up/Limit-down Price Band messages published on the CTA and UTP trade and quote feeds. The LULD trial commenced on April 8, 2013.

          Daily Quotes File

          Every quote reported to the consolidated tape, from all CTA participants. Each quote identifies the time, exchange, security, bid/ask volumes, bid/ask prices, NBBO indicator, and more. See the specifications for the full list.

          Daily TAQ Master File

          Master list of securities for the trade and quote files

          Daily Trades File

          Every trade reported to the consolidated tape, from all CTA participants. Each trade identifies the time, exchange, security, volume, price, sale condition, and more. See the specifications for the full list.

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

          TAQ Admin Messages

          A capture of all Administrative messages published over CTA and UTP

      Monthly TAQ (Decommissioned on 12/31/2014)

      Monthly TAQ provides users with access to all trades and quotes for all stocks listed on NYSE, NYSE Arca, NYSE MKT, NASDAQ and all regional markets for the previous month.

      • Additional Details
        • Monthly TAQ (Trade and Quote Detail)

          Monthly TAQ provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for the previous month. This product includes a 32-bit Windows program for retrieving trades and quotes for specific days and ticker symbols. Academic Institutions can apply for a discount on only TAQ dataset.

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

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    • TAQ NYSE Alerts

      The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present

      TAQ NYSE Closing Prices

      The TAQ Closing Prices files are available at approximately 4:30pm each trading day and show the Open/High/Low/Last prices and Total Volume for all NYSE-listed, NYSE Alternext US-listed (NYSE MKT) and NYSE Arca listed issues as of the 4:00pm close. Issues are separated into files based on the listed exchange venue.

      TAQ NYSE OpenBook

      TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

      • Additional Details
        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

      TAQ NYSE Order Imbalance

      TAQ NYSE Order Imbalance provides information from the NYSE Order Imbalance Data feed. The NYSE Imbalance Data feed publishes opening and closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.

      TAQ NYSE Group Short Sales

      TAQ NYSE Group Short Sales is a monthly product containing a collection of the month's end of day replay files. The TAQ NYSE Short Sale files provide investors the ability to identify short sale behaviors at the NYSE by monitoring the short sale execution share volume for each stock.

      TAQ NYSE Trades

      The TAQ NYSE Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE-traded securities